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Forecasting high-dimensional dynamics exploiting suboptimal embeddings

Delay embedding—a method for reconstructing dynamical systems by delay coordinates—is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be applied to yield a single forecast combining multiple forecasts...

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Detalles Bibliográficos
Autores principales: Okuno, Shunya, Aihara, Kazuyuki, Hirata, Yoshito
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6971065/
https://www.ncbi.nlm.nih.gov/pubmed/31959770
http://dx.doi.org/10.1038/s41598-019-57255-4